LQD options: IV rank, expected move and trade screens
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As of the close on . In the app, data is refreshed intraday.
LQD closed at $102.47 on Sep 28, 2026 with 30-day implied volatility of 10.7%. That is near the top of its one-year range (IV rank 83), so option premiums on LQD are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 98% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $2.74, or 2.7%.
The price is below both its 50-day (-3.1%) and 200-day (-5.6%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 25.9 is under 30, a level often described as oversold. The 14-day average true range is $0.62, about 0.6% of the price, a measure of a typical day's range.
Option volume at the close (88K contracts) was 0.8x its average, quieter than usual. A beta of 0.20 means LQD has tended to move about 0.2 times as much as the broad market. None of our preset screens found trades on LQD at the close.
LQD stats at the close
- Price
- $102.47
- Implied volatility
- 10.7%
- 30-day, at the money
- IV rank
- 83
- IV sits 83% of the way from its one-year low to its one-year high.
- IV percentile
- 98
- IV is higher than 98% of the past year's readings.
- ATR (14-day)
- $0.62
- 0.6% of the price on a typical day
- RSI (14-day)
- 25.9
- Under 30, often called oversold
- 52-week range
- -9.3% from high
- +0.0% from the 52-week low
- Moving averages
- -3.1% vs 50-day
- -5.6% vs the 200-day
- Beta
- 0.20
- Sensitivity to the broad market
- Option volume
- 0.8x avg
- 88K contracts vs 115K average
LQD expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 2, 20264 days | 11.9% | ±$1.27 (1.2%) | $101.20 to $103.74 | $1.01 |
| Oct 30, 202632 days | 9.0% | ±$2.74 (2.7%) | $99.73 to $105.21 | $2.29 |
| Nov 20, 202653 days | 11.2% | ±$4.36 (4.3%) | $98.11 to $106.83 | n/a |
| Dec 18, 202681 days | 9.2% | ±$4.43 (4.3%) | $98.04 to $106.90 | $3.77 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
LQD options FAQ
- What is LQD's IV rank?
- At the close on Sep 28, 2026, LQD's IV rank was 83 with 30-day implied volatility of 10.7%. IV sits 83% of the way from its one-year low to its one-year high. Its IV percentile was 98: IV is higher than 98% of the past year's readings.
- What is the expected move for LQD?
- Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $2.74 (2.7%), a range of $99.73 to $105.21. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is LQD option volume above average?
- On Sep 28, 2026, LQD option volume was 0.8x its average, quieter than usual.
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